The Information Content of Stock Markets: Why do Emerging Markets have Synchronous Stock Price Movements?Asset pricingInformation and market efficiencyEvent studiesInternational financial marketsFinancial economicsStock prices move together more in poor economies than in rich economies. This finding is not ...
TheInformationContentofStockMarkets: WhyDoEmergingMarketsHaveSynchronousStockPriceMovements? RandallMorck, 1 BernardYeung 2 ,andWayneYu 3 1.VisitingProfessorofEconomics,HarvardUniversity,CambridgeMA02138;StephenA. JarislowskyProfessorofFinance,UniversityofAlberta,FacultyofBusiness,Edmonton,CanadaT6G ...
Emerging markets' prices capitalize less firm specific information, a... R Morck,B Yeung,W Yu - 《Journal of Financial Economics》 被引量: 0发表: 0年 Information Efficiency and Firm-Specific Return Variation [Morck et al., 2000, The Information Content of Stock Markets: Why do Emerging ...
The information content of stock markets: Why do emerging markets have synchronous stock price movements? J. Financ. Econ., 58 (1-2) (2000), pp. 215-260 View PDFView articleView in ScopusGoogle Scholar Quan et al., 2016 X.F. Quan, B.Q. Xiao, S.N. Wu Can investor relations manage...
We find that commodity futures returns contain information relevant to stock market returns and macroeconomic fundamentals for a large number of countries. Commdoi:10.2139/ssrn.3352822Alves, RómuloSzymanowska, MartaSocial Science Electronic Publishing...
1.A stock exchange. 2.The market in which stocks are bought and sold, usually including the organized exchanges and over-the-counter markets in a particular country or economic region:the US stock market. 3.The buyers and sellers of stocks:The stock market was jittery all morning. ...
The cross-market information content of stock and bond order flow In this paper I test the hypothesis that trading activity in the stock and bond markets contains important marketwide pricing information. Using a large sa... S Underwood - 《Journal of Financial Markets》 被引量: 118发表: 2009...
Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards 来自 EBSCO 喜欢 1 阅读量: 3390 作者:W Antweiler,MZ Frank 摘要: Financial press reports claim that Internet stock message boards can move markets. We study the effect of more than 1.5 million messages posted...
To enrich the understanding of China’s stock market, we examine the information content of realized volatility of sector indices in China’s stock market. The study of financial market volatility is one of the core issues in the field of financial engineering such as portfolio, risk management ...
Emerging MarketsInformation ContentStock PricesNormalitySerial Correlation TestsAuto-Correlation TestThis paper investigates the weak form stock market efficiency in Ghana. We sought to establish whether investors in Ghana can form profitable trading strategies based on the information content of historical ...